Recent content by AJJ

To all option traders, I am looking for experienced option "traders" to test and comment my new online option calculater. The "onlineoptioncalculator.com" is an advanced and free to use online option calculator for analysing option strategies and,or portfolio's with up to 80 options in...

Hi, If you want to analyse how option strategies behave in eg. time and/or moving underlying price.....(gamma, delta, vega, rho, theta, discrete dividend).... try straddleplanner.com ...is a free online option calculator. Hope it helps. AJJ

Hi, If you are really interested in learning how options behave from a fundamental point of view... thus Delta, gamma, theta, vega... Than I would recommend to start with: Natenburg (already mentioned) followed by the book: "Options: Perception and deception" from C.M. Cottle. While...

Hi Moarla, What does looking at the bond prices tell? The yield on both bonds is different. And that's the reason why going short the German bond and going long the Greek bond is the same as borrowing at a cheap rate and setting it out against a higher rate. The question is: What must...

Hi, With regard to the differences in intrest rates between German and Greek goverment bonds I have a question: As both countries have the same currency and they are both part of the EU. What risk would I run... if I would go short the German Government bond and use the money to go long...

Sean is one of the bigger option trading houses in Amsterdam. Their office is lokated in the old Exchange building. AJJ

Dear RichardRimes, It is totally not my intention to produce spam. I am sorry for creating this feeling. Regards, AJJ

Hi Chrismontez, I do not understand your posting!. When underlying values changes the delta's op options related to that underlying will change to. The change in delta's of an option is called gamma. If you want to read more about this subject a good start would be the book: Option...

Hi, After receiving some questions with regard to my previous posting, I think it is best to explain what I mean by working out an example. To better understand my explanation, you can set up, manage and work out the example yourself at straddleplanner. com. (my site). Gamma trading...

If one side of the transaction is the speculator!. How is the other side named? The risk averse side! In my opinion, both sides have an equal P/L expectation. Regards, AJJ:

Hi, Why should is be more effective? Saying that would imply that the counter party is doing a less favourable transaction and thus has a bigger change of losing. If this were the case, why someone trade this strategy against you? Being long the short month vs. short the long month...

Hi all, Reading this thread I notice that most of you (only) use calendar spreads as a strategy. Why not include a position in the underlying to the strategy. This (as you might know) increases the efficiency in hedging your delta’s in most strategies, simply because the bid/ask spread of...

Hi Nick, Thanks for your reply Straddleplanner is not a trading tool but a risk management tool. The site is perfectly suited for working out and managing risk of option strategies. Determine how a corporate action could influence your greeks (eg. with stock splits and contract size...